NYMEX Natural Gas Future November 2020

Trading Metrics calculated at close of trading on 18-Sep-2020

Day Change Summary
	Previous	Current
	17-Sep-2020	18-Sep-2020	Change	Change %	Previous Week
Open	2.658	2.556	-0.102	-3.8%	2.767
High	2.665	2.654	-0.011	-0.4%	2.833
Low	2.496	2.521	0.025	1.0%	2.496
Close	2.577	2.633	0.056	2.2%	2.633
Range	0.169	0.133	-0.036	-21.3%	0.337
ATR	0.108	0.109	0.002	1.7%	0.000
Volume	172,500	120,179	-52,321	-30.3%	567,899

Daily Pivots for day following 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.002	2.950	2.706
R3	2.869	2.817	2.670
R2	2.736	2.736	2.657
R1	2.684	2.684	2.645	2.710
PP	2.603	2.603	2.603	2.616
S1	2.551	2.551	2.621	2.577
S2	2.470	2.470	2.609
S3	2.337	2.418	2.596
S4	2.204	2.285	2.560

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3.665	3.486	2.818
R3	3.328	3.149	2.726
R2	2.991	2.991	2.695
R1	2.812	2.812	2.664	2.733
PP	2.654	2.654	2.654	2.615
S1	2.475	2.475	2.602	2.396
S2	2.317	2.317	2.571
S3	1.980	2.138	2.540
S4	1.643	1.801	2.448

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.833	2.496	0.337	12.8%	0.124	4.7%	41%	False	False	113,579
10	3.002	2.496	0.506	19.2%	0.116	4.4%	27%	False	False	103,699
20	3.002	2.496	0.506	19.2%	0.113	4.3%	27%	False	False	87,670
40	3.002	2.332	0.670	25.4%	0.105	4.0%	45%	False	False	70,733
60	3.002	2.133	0.869	33.0%	0.094	3.6%	58%	False	False	56,366
80	3.002	2.133	0.869	33.0%	0.083	3.2%	58%	False	False	45,899
100	3.002	2.133	0.869	33.0%	0.082	3.1%	58%	False	False	39,566
120	3.002	2.133	0.869	33.0%	0.081	3.1%	58%	False	False	34,713

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.219
2.618	3.002
1.618	2.869
1.000	2.787
0.618	2.736
HIGH	2.654
0.618	2.603
0.500	2.588
0.382	2.572
LOW	2.521
0.618	2.439
1.000	2.388
1.618	2.306
2.618	2.173
4.250	1.956

Fisher Pivots for day following 18-Sep-2020
Pivot	1 day	3 day
R1	2.618	2.636
PP	2.603	2.635
S1	2.588	2.634

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These figures are updated between 7pm and 10pm EST after a trading day.

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